+417.2%
CVX vs MSCI
+2,756.4%
-2,339.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +12.9% | +0.6% | +12.3% | +12.6% |
| 3M | +11.7% | -7.1% | +18.8% | +13.7% |
| 6M | +14.1% | +0.8% | +13.3% | +12.6% |
| YTD | +40.7% | +1.0% | +39.7% | +38.0% |
| 1Y | +37.5% | +4.3% | +33.2% | +32.7% |
| 3Y | +43.9% | +9.9% | +34.0% | +32.9% |
| 5Y | +161.5% | -6.8% | +168.2% | +145.6% |
| 10Y | +215.1% | +614.7% | -399.5% | +38.5% |
| All | +417.2% | +2,756.4% | -2,339.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling